Statement: Let $\Sigma = \{\phi_i\}_{i\in\omega}$ a sequence of formulas such that $\phi_{i+1}\models\phi_i$ for every $i$. Suppose that there exists a closed formula $\theta$ such that for every model $\mathcal{M}$ we have $\mathcal{M}\models\Sigma$ if and only if $\mathcal{M}\models\theta$. Show that there exists $n$ such that $\models\phi_{n+1}\Leftrightarrow \phi_n$.
I tried to suppose that such $n$ did not exist but I couldn't get to a contradiction, because I do not know how to relate $\theta$ to the equivalence I have to show. Any hint will be appreciated.